Dears;

I have an optimization problem, in which I need to put a constraint on eigenvalues of a matrix. The elements of this matrix are variables. So the eigenvalues must be calculated within the structure of equations.

Does anybody know how I can do that?

Thanks!

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Hi,

WOuld you write me more on your project?

yours

baky

On Tue, Apr 26, 2011 at 8:58 AM, zahra adel wrote:

Dears;

I have an optimization problem, in which I need to put a constraint on eigenvalues of a matrix. The elements of this matrix are variables. So the eigenvalues must be calculated within the structure of equations.

Does anybody know how I can do that?

Thanks!

To post to this group, send email to gamsworld@googlegroups.com.

To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com.

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Dear Mortaza,

Thanks fo your concern.

Well, actually the project is about statistical regression. Error vectors are calculated as a function of real and estimated values. Then, based on these vectors, matrix of variance-covariance is produced (of course, all within function section). As Maximum Likelihood procedure suggests, the determinant of this matrix should be minimized. But this minimization is due to some restrictions.

Meanwhile, another matrix is generated in function section, which elements are functions of error vectors and some other variables. This matrix should be negitive semidefinite. In order to apply this constraint, I decided to put restriction on its values of eigenvalues (which should be all negative). But since all these should be done within function section, I have no idea how to accomplish it.

Bests,

Zahra.

From: mortaza baky-haskuee

To: gamsworld@googlegroups.com

Sent: Tue, April 26, 2011 2:51:57 PM

Subject: Re: How to Calculate Eigenvalues within Equations Section?

Hi,

WOuld you write me more on your project?

yours

baky

On Tue, Apr 26, 2011 at 8:58 AM, zahra adel wrote:

Dears;

I have an optimization problem, in which I need to put a constraint on eigenvalues of a matrix. The elements of this matrix are variables. So the eigenvalues must be calculated within the structure of equations.

Does anybody know how I can do that?

Thanks!

To post to this group, send email to gamsworld@googlegroups.com.

To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com.

For more options, visit this group at http://groups.google.com/group/gamsworld?hl=en.

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